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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8330	223.04***
γ leverage Additional response to negative shocks	0.1825	43.36***
λ₁ tau intercept Baseline long-term coefficient	0.0082	4.14***
λ₂ forecast adj. Forecast performance sensitivity	0.0437	3.88***
λ₃ tau persistence Long-term factor persistence	0.9494	72.78***

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AEX-Index MF2-GARCH Volatility Analysis

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